+920.2%
EL vs HBM
+462.4%
+457.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.2% | -1.4% |
| 7D | +2.7% | +5.1% | -2.4% | +1.7% |
| 30D | +10.8% | -15.8% | +26.6% | +13.9% |
| 3M | +26.5% | -22.4% | +48.9% | +31.7% |
| 6M | +31.1% | -20.2% | +51.4% | +34.1% |
| YTD | +6.6% | +9.0% | -2.4% | +2.2% |
| 1Y | +21.8% | +27.4% | -5.5% | +13.3% |
| 3Y | +1.8% | +424.2% | -422.5% | -27.8% |
| 5Y | -65.6% | +196.1% | -261.7% | -74.1% |
| 10Y | +60.3% | +285.4% | -225.1% | +1.0% |
| All | +920.2% | +462.4% | +457.8% | +366.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HBM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling